scientific article; zbMATH DE number 862379

zbMATH Open0839.62080MaRDI QIDQ4871589FDOQ4871589

Authors: A. A. Afanasyev 

Publication date: 14 May 1996

Title of this publication is not available (Why is that?)

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zbMATH Keywords

consistencyWiener processweak convergencemaximum likelihood estimatordiffusion processconvergence of invariant measures

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Markov processes: estimation; hidden Markov models (62M05)

Cited In (3)

• Quasi-maximal likelihood estimator of the unknown parameter in system with ``physical white noise
• Title not available (Why is that?)
• Instrumental variable method for systems with filtered white noise input

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